+141.6%
ZETA vs CAI
-11.0%
+152.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.1% | -3.1% | +3.0% | +0.4% |
| 30D | +10.5% | +2.7% | +7.8% | +9.8% |
| 3M | +44.3% | +41.7% | +2.6% | +37.0% |
| 6M | +59.4% | +26.5% | +33.0% | +52.4% |
| YTD | +49.5% | -10.9% | +60.4% | +42.8% |
| 1Y | +62.7% | -29.2% | +91.9% | +51.4% |
| All | +141.6% | -11.0% | +152.6% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling